Whales, dolphins, porpoises, seals, walruses, and many other marine animals are mammals, not fish. The marine mammals exist because about 50 to 60 millions of years ago, some mammals wandered off of the land and into the ocean, and there they evolved into different types of marine mammals. For whales and dolphins, their front legs turned into flippers. Their back legs became really tiny, so tiny that you can't even see them when you look at these animals, but they have hind legs still inside their bodies -- if you see a skeleton of a whale you can see it has tiny leg bones near its tail. Here's an interesting discussion of the hind legs in whales and dolphins:

Like mammals, whales and dolphins breathe air through a pair of lungs, they are warm-blooded, their young drink milk, and they have hair (although very little). The whale is actually the closest living relative of the hippopotamus. Here's some good information on the difference between whales and dolphins and fish:

Whales are mammals because they give birth to live young, they have fur (although it is very sparse on their body), they have lungs and breath air and they provide milk for their young.

You have a lot of interesting questions about marine mammals. Dolphins and other whales are all mammals called cetaceans. Mammals, and only mammals, have fur or hair and they feed their babies milk. Whales all feed their babies milk. You may be thinking that whales dont have any fur. You are mostly right. They have fur when they are fetuses, but lose it before they are born. A few species have whiskers as adults and whiskers are a type of hair.

There are certain characteristics that all mammals have in common. Mammals all are warm-blooded animals, they breathe air, have hair, and moms feed their babies milk from mammary glands. Whales actually do all of these things! Whales are warm blooded, which means they keep a high body temperature that does not change in the cold water. Fish are cold-blooded, so their body temperature changes depending on the temperature of their environment. Whales actually breathe air with lungs using their blowholes to breath out! They come to the surface of the water so they can breathe just like you and me. Fish get oxygen directly from the water through their gills. Whales even have a little bit of hair on their smooth skin, usually on the top of their head. Fish have scales. Whales even give birth to live baby whales that will get milk from their mom for food. Fish lay eggs, which must still grow into a baby fish. So whales are indeed mammals and not fish!

Whales are mammals because they share the characteristics of other mammals (like us!). These characteristics include being able to regulate their own body temperature (unlike cold-blooded animals, like lizards), growing hair and producing milk to feed their young (who are born live, not in eggs). Because of all of these traits, even though whales live in the ocean and are generally much bigger than us, just like people, they are mammals.